| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
226.40 |
227.02 |
0.62 |
0.3% |
220.65 |
| High |
226.96 |
228.34 |
1.38 |
0.6% |
226.53 |
| Low |
225.76 |
227.00 |
1.24 |
0.5% |
220.42 |
| Close |
226.25 |
227.76 |
1.51 |
0.7% |
226.51 |
| Range |
1.20 |
1.34 |
0.14 |
11.7% |
6.11 |
| ATR |
1.61 |
1.65 |
0.03 |
2.1% |
0.00 |
| Volume |
102,016,096 |
110,477,400 |
8,461,304 |
8.3% |
426,173,100 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
231.72 |
231.08 |
228.50 |
|
| R3 |
230.38 |
229.74 |
228.13 |
|
| R2 |
229.04 |
229.04 |
228.01 |
|
| R1 |
228.40 |
228.40 |
227.88 |
228.72 |
| PP |
227.70 |
227.70 |
227.70 |
227.86 |
| S1 |
227.06 |
227.06 |
227.64 |
227.38 |
| S2 |
226.36 |
226.36 |
227.51 |
|
| S3 |
225.02 |
225.72 |
227.39 |
|
| S4 |
223.68 |
224.38 |
227.02 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
242.82 |
240.77 |
229.87 |
|
| R3 |
236.71 |
234.66 |
228.19 |
|
| R2 |
230.60 |
230.60 |
227.63 |
|
| R1 |
228.55 |
228.55 |
227.07 |
229.58 |
| PP |
224.49 |
224.49 |
224.49 |
225.00 |
| S1 |
222.44 |
222.44 |
225.95 |
223.47 |
| S2 |
218.38 |
218.38 |
225.39 |
|
| S3 |
212.27 |
216.33 |
224.83 |
|
| S4 |
206.16 |
210.22 |
223.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
228.34 |
221.38 |
6.96 |
3.1% |
1.69 |
0.7% |
92% |
True |
False |
102,190,299 |
| 10 |
228.34 |
219.15 |
9.19 |
4.0% |
1.46 |
0.6% |
94% |
True |
False |
90,583,910 |
| 20 |
228.34 |
216.80 |
11.54 |
5.1% |
1.25 |
0.6% |
95% |
True |
False |
79,997,749 |
| 40 |
228.34 |
208.38 |
19.96 |
8.8% |
1.54 |
0.7% |
97% |
True |
False |
91,349,954 |
| 60 |
228.34 |
208.38 |
19.96 |
8.8% |
1.58 |
0.7% |
97% |
True |
False |
90,383,259 |
| 80 |
228.34 |
208.38 |
19.96 |
8.8% |
1.63 |
0.7% |
97% |
True |
False |
93,591,323 |
| 100 |
228.34 |
208.38 |
19.96 |
8.8% |
1.55 |
0.7% |
97% |
True |
False |
87,694,851 |
| 120 |
228.34 |
198.65 |
29.69 |
13.0% |
1.63 |
0.7% |
98% |
True |
False |
92,562,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
234.04 |
|
2.618 |
231.85 |
|
1.618 |
230.51 |
|
1.000 |
229.68 |
|
0.618 |
229.17 |
|
HIGH |
228.34 |
|
0.618 |
227.83 |
|
0.500 |
227.67 |
|
0.382 |
227.51 |
|
LOW |
227.00 |
|
0.618 |
226.17 |
|
1.000 |
225.66 |
|
1.618 |
224.83 |
|
2.618 |
223.49 |
|
4.250 |
221.31 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
227.73 |
227.46 |
| PP |
227.70 |
227.16 |
| S1 |
227.67 |
226.86 |
|